Not necessarily cool but not sleazy. My dictionary defines sleazy as "sordid, corrupt, or immoral." I didn't realize that word had such a negative definition; perhaps you didn't either.

I think when people look down on entrepreneurs it is usually because they see it as a foolish, fruitless, activity. While I don't agree with those people, it is difficult to deny that being an entrepreneur is riskier than working a day job. So, with that in mind, perhaps "dicey" would be more palatable to this community.